+1,817.6%
SMH vs LEN
+108.0%
+1,709.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | +0.3% | -4.8% | +5.0% | +2.0% |
| 30D | -2.8% | -6.6% | +3.8% | -0.6% |
| 3M | -6.7% | -15.7% | +9.0% | -1.6% |
| 6M | +41.8% | -16.6% | +58.4% | +50.0% |
| YTD | +57.9% | -21.3% | +79.2% | +69.3% |
| 1Y | +87.6% | -42.0% | +129.7% | +123.0% |
| 3Y | +282.9% | -27.9% | +310.8% | +302.7% |
| 5Y | +330.4% | -10.7% | +341.1% | +308.6% |
| All | +1,817.6% | +108.0% | +1,709.6% | +1,224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling